-26.6%
U vs AR
+1,230.2%
-1,256.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +2.8% | +6.4% | -3.6% | +1.7% |
| 30D | +7.6% | +3.1% | +4.5% | +6.7% |
| 3M | +12.7% | +3.3% | +9.4% | +11.5% |
| 6M | +87.0% | +6.6% | +80.4% | +83.3% |
| YTD | +13.6% | +12.3% | +1.3% | +9.0% |
| 1Y | +25.3% | +12.3% | +13.0% | +20.0% |
| 3Y | +85.8% | +50.4% | +35.3% | +65.2% |
| 5Y | -74.5% | +101.0% | -175.5% | -77.8% |
| All | -26.6% | +1,230.2% | -1,256.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling